modelddsPLSCpp_Rcpp: C++ code to build models, internal function

In ddsPLS: Data-Driven Sparse Partial Least Squares

C++ code to build models, internal function

Description

Build a ddsPLS model once the bootstrap operations has allowed to find a correct lambda.

Usage

modelddsPLSCpp_Rcpp(U, V, X, Y, lambdas, R, n, p, q, lambda0)

Arguments

U	The weights for X part.
V	The weights for Y part.
X	The matrix of X part.
Y	The matrix of X part.
lambdas	The to be tested values for lambda.
R	The number of components to build.
n	The number of observations.
p	The number of variables of X part.
q	The number of variables of Y part.
lambda0	The lowest value to be tested for lambda.

Value

A list containing the PLS parameters:

• $P: Loadings for X.

• $C: Loadings for Y.

• $t: Scores.

• $V: Weights for Y.

• $U: Loadings for X.

• $U_star: Loadings for X in original base: $U_star=U(P'U)^-1$.

• $B: Regression matrix of Y on X.

• $muY: Empirical mean of Y.

• $muX: Empirical mean of X.

• $sdY: Empirical standard deviation of Y.

• $sdX: Empirical standard deviation of X.

ddsPLS documentation built on May 31, 2023, 7:50 p.m.